If you used the general "Get Mouse Button Down" action that's not tied to any UGui components, then this just listens for the mouse button in general, not in a specific location. This would explain all of them getting triggered at once.
In that case I'd use either the UGui Pointer event component or the UGui component proxy depending on what other functionalities you need.
As krmko said, a screenshot would help, without more information it's hard to pinpoint the problem... could be any number of things.